Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.138 %¶

This Week¶

Return: -0.138 %¶

Total¶

Return: 56.638 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.410000 2821.000000 185.000000 7.020000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.630000 623.630000 46.630000 8.080000 576.999999
AcadeMedia 12 1.330000 601.200000 44.200000 7.940000 557.000004
Boozt 12 0.500000 1694.400000 40.400000 2.440000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.630000 394.400000 39.400000 11.100000 355.000000
HMS Networks 2 3.970000 712.000000 39.000000 5.790000 673.000000
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Resurs Holding 22 0.040000 601.260000 27.260000 4.750000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 1.750000 545.400000 18.400000 3.490000 527.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Karnov Group 9 0.330000 542.700000 6.700000 1.250000 536.000004
Securitas B 6 2.210000 576.480000 6.480000 1.140000 570.000000
Swedbank A 3 -0.130000 566.550000 2.550000 0.450000 564.000000
CTEK 13 1.230000 536.510000 2.510000 0.470000 533.999999
Samhällsbyggnadsbo. i Norden D 12 2.490000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Essity B 2 -2.460000 563.200000 -10.800000 -1.880000 574.000000
Nordea Bank Abp 29 -0.220000 3441.140000 -12.860000 -0.370000 3453.999992
Essity A 4 -2.090000 1126.000000 -23.000000 -2.000000 1149.000000
International Petroleum Corp. 5 4.200000 571.000000 -23.570000 -3.960000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -1.670000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -0.180000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 -0.870000 1436.400000 -227.600000 -13.680000 1663.999992
Fasadgruppen Group 35 0.250000 3494.750000 -316.250000 -8.300000 3810.999990
Ovzon 52 -0.900000 2854.800000 -507.200000 -15.090000 3361.999992
TOTAL 46451.820000 -436.750000 -1.61037% 46888.564618

Updated:¶

'2023-01-23 16:03:15.096357'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶